+838.5%
BX vs SHW
+1,897.8%
-1,059.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.6% | -2.0% |
| 7D | -1.1% | +0.7% | -1.8% | -1.5% |
| 30D | +8.8% | +8.4% | +0.4% | +3.0% |
| 3M | -18.3% | -2.2% | -16.0% | -17.1% |
| 6M | -1.5% | +13.3% | -14.9% | -10.3% |
| YTD | -19.9% | +9.2% | -29.1% | -25.8% |
| 1Y | -14.5% | +2.9% | -17.4% | -17.5% |
| 3Y | +32.3% | +41.1% | -8.8% | +2.3% |
| 5Y | -1.1% | +11.0% | -12.1% | -11.7% |
| 10Y | +657.8% | +341.2% | +316.6% | +151.3% |
| All | +838.5% | +1,897.8% | -1,059.3% | -16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHW wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling